Econotron Software, Inc.

The following product is developed by Econotron Software, Inc. for use with GAUSS. Technical support is provided directly through the developer

Gaussx 9.0

Gaussx incorporates a full-featured set of professional state-of-the-art econometric routines that run under GAUSS. These tools can be used within Gaussx, both in research and in teaching. Alternatively, since the GAUSS source is included, individual econometric routines can be extracted and integrated in stand-alone GAUSS programs.

Gaussx provides an environment that makes econometric programming a joy. For example,

ols y c x1 x2;

mcmc z1 c z3 z4;
userproc = &g_tobit;

does a Bayesian estimation of a Tobit model using Markov Chain Monte Carlo.

Gaussx provides for linear and non-linear optimization with and without parameter constraints. A full set of econometric models, estimation routines and tests are supported, including: automatic differentiation, multivariate binomial probit, VARMA process, time series analysis, LDV models, GARCH models, exponential smoothing, X12 seasonal adjustment, non-parametric analysis, neural networks, wavelets, forecasting, Kalman filter, stochastic volatility, robust estimation, Bayesian estimation, cluster analysis, financial tools, econometric tests, Monte Carlo simulation and statistical distributions.

Gaussx is designed for econometricians and financial analysts and has been continuously upgraded over 15 years. The open source paradigm allows econometricians to use GaussX routines as templates for their own code.

Gaussx is available for Windows, Linux and Unix versions of GAUSS. You can visit Econotron Software's home page www.econotron.com for a full description of Gaussx.

New Features in Gaussx 9.0

• PANEL
• 64-bit support
• Normality tests - AD, SW, SF, PPC
• Additional survival models
• Cox Snell and martingale residuals
• Nonparametric survival estimation - SURVIVAL
• Cox proportional hazards model
• Utility functions - PERMS, COMBS, INTERP2
• Enhanced print option
• Random number generation for any distribution - RNDGEN
• Utility functions - Inverse hyperbolic functions
• Transforms vector to a normal variate - NORMAL
• Invert a function - INVERT
• Tests of distributions - PIT (Probability Integral Transformation)

Platforms:

Windows, Mac OS X, LINUX, UNIX (requires GAUSS for Windows 4.0 or higher)

Gaussx 9.0 Flyer [87k .pdf]